You can create a new page without having to click on a link first...
You can create a new page by clicking on a link to a page that doesn't exist.
Or you can use the Add new page form.
Use Pages -> Create new page... (or Ctrl-N) to launch the Add New Page form.
Enter the name of the page in the form that opens, and click OK
Click on N on the Buttons Bar
Enter the name of the page in the form that opens, and press the OK soft-key
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